Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 150'000 | 150'000 | 67'520 | 67'520 | 98'624 CHF | 99'300 CHF | 99.90% | 99.90% |
19.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 152'000 | 152'000 | 67'633 | 67'633 | 98'626 CHF | 99'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150'000 | 150'000 | 65'038 | 65'038 | 101'274 CHF | 101'926 CHF | 99.63% | 99.63% |
15.11.2024 | 0.76% | 1.52 CHF | 1.53 CHF | 150'000 | 150'000 | 49'863 | 49'863 | 71'425 CHF | 71'925 CHF | 98.89% | 98.89% |
14.11.2024 | 1.47% | 1.41 CHF | 1.42 CHF | 152'000 | 152'000 | 50'914 | 50'914 | 70'203 CHF | 70'778 CHF | 95.06% | 95.06% |
13.11.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 168'000 | 168'000 | 75'205 | 75'205 | 72'916 CHF | 73'669 CHF | 99.78% | 99.78% |
12.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 170'000 | 170'000 | 75'484 | 75'484 | 71'127 CHF | 71'884 CHF | 100.00% | 100.00% |
11.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 170'000 | 170'000 | 76'289 | 76'289 | 69'490 CHF | 70'254 CHF | 99.90% | 99.90% |
08.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 67'021 CHF | 67'803 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 174'000 | 174'000 | 77'460 | 77'460 | 67'936 CHF | 68'712 CHF | 99.85% | 99.85% |